Reward-Risk Ratios

P Cheridito, E. K. (2013). Reward-Risk Ratios.

Type

Unclassified

Intellectual base

Unclassified

Year

2013

DOI

10.21314/jois.2013.022

Link

https://doi.org/10.21314/jois.2013.022

Cited by

1 citation across 1 artifact.

Domain-specific

• Rachev ratio
  • … currency, upper and lower tail probabilities, quantile estimator, expected-tail-reward and expected-tail-loss definitions, sign convention, ratio, uncertainty and benchmark comparison are explicit. to An applied instance preserves the invariant under changed notation, scale, dataset, jurisdiction, or implementation..

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:bbf2558be8ce · see in the full table